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In the last nearly twenty years, Raymond Boudon’s works have tended to support and illustrate the concept of “cognitive rationality.” This brief article aims to show both the fruitfulness of this concept, in particular the fact that it enables us to get beyond the aporia of Weberian “axiological” rationality, but also its limitations for a sociological paradigm of action. The article proposes to supplement Boudon’s approach in the latter domain by a “pragmatic” rationality inspired by Durkheim’s approach to religious beliefs, a type rationality characteristic of objectively rational yet non-reasoned social behavior.